Exploring systematic trading at the intersection of markets and mathematics.

I'm drawn to trading algorithms, market microstructure, applied mathematics, and puzzle-like problems where data, code, and risk all intersect.

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Cumulative GPA: 4.11 / 4.3
LeetCode solved: 150+
Codeforces Rating: 1269

Quantitative modeling playground

Exploring systematic strategies

It is fascinating how behavior, events, and positioning can be translated into signals. With data and algorithms, those signals can be tested as simple rules to see how they shape an equity curve. Refresh to generate a new randomized path.

*The chart is randomly generated for illustration purposes only and will change on refresh.

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Max Drawdown --
Sharpe --
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Featured builds

Selected projects & case studies

Quant research, data engineering, and visual storytelling for decision-grade insights.

Experience

Quant roles that shaped my perspective

From data engineering to systematic research and market access infrastructure, I've worked across the stack where code, markets, and production systems meet.

Professional milestones

Certifications & credentials

Validated expertise across cloud engineering and capital markets.

Life beyond the terminal

Hobbies & pursuits

Where I reset, compete, and sharpen complementary skills.

Profile

Quant enthusiast exploring trading systems

I'm studying computer engineering with a focus on quantitative finance. I get excited about both finding alpha and building the systems around it, whether it's pairs trading strategies, optimizing trading signals, or ETL pipelines processing market data.

Languages: Python, C++, Bash, Go, Java, SQL, VBA, Bash
Frameworks: PyTorch, Tensorflow, pandas, NumPy, Django, Flask, FastAPI
Databases: PostgreSQL, MongoDB, BigQuery, QuestDB, kdb+, DB2
DevOps: Docker, k8s, Jenkins, Terraform, Prometheus, Puppet, Ansible, ELK Stack

Low-latency engineering

I focus on systems programming and performance for real-time workloads, from multithreaded data fetchers with throttling to optimized database access and log pipelines on Linux.

Market access & tooling

Exposure to market access flows, pre-trade checks, and production monitoring, using ELK, Prometheus, and internal scripts to keep activity observable and supportable.

Quantitative modelling toolbox

Exploring time-series models, factor and cross-sectional signals, Markov and regime-switching ideas, and risk measures like drawdown and Sharpe in small strategy experiments.

Let's connect!

Say hello, I'd love to hear from you

Whether you're exploring a new idea or just want to chat, feel free to reach out anytime.